+3,291.5%
SHOP vs IBB
+129.6%
+3,161.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.5% |
| 7D | -5.1% | +1.4% | -6.5% | -6.7% |
| 30D | +0.6% | +10.5% | -9.9% | -11.2% |
| 3M | +25.0% | +23.6% | +1.4% | -3.6% |
| 6M | +11.9% | +22.6% | -10.7% | -13.5% |
| YTD | -9.9% | +25.7% | -35.5% | -33.2% |
| 1Y | 0.0% | +51.4% | -51.4% | -40.8% |
| 3Y | +117.5% | +64.4% | +53.1% | +14.8% |
| 5Y | -6.6% | +22.1% | -28.8% | -27.1% |
| All | +3,291.5% | +129.6% | +3,161.9% | +1,535.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling